Backward Stochastic Differential Equations with Jumps involving a subdifferential operator

DOI10.1515/rose.2000.8.4.319zbMath0973.60070OpenAlexW2085835716MaRDI QIDQ2722265

Youssef Ouknine, Modeste N'zi

Publication date: 11 July 2001

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2000.8.4.319

zbMATH Keywords

backward stochastic differential equationYosida approximationsubdifferential operatorreflecting processWiener-Poisson type equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) White noise theory (60H40) Stochastic integral equations (60H20)

Related Items (4)

Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process ⋮ A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition ⋮ Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient ⋮ REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS

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